JuliaGaussianProcesses / KernelFunctions.jl

Julia package for kernel functions for machine learning
https://juliagaussianprocesses.github.io/KernelFunctions.jl/stable/
MIT License
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Add `LazyKernelMatrix` #514

Open theogf opened 1 year ago

theogf commented 1 year ago

In some cases we do not want to build the kernel matrix explicitely but simply want to evaluate its components when necessary (for example in K * v).

We should have a lazy API (or just rely on an existing one) that basically builds a LazyKernelMatrix containing references to the kernel and the data and implementing getindex(...) appropriately